| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 680824.8315 | 497218.3953 | 183606.4362 | 5625793.2499 | 4009684.48 | 1616108.77 |
| Total P&L (%) | 680.8248 | 497.2184 | 183.6064 | 5625.7933 | 4009.6845 | 1616.1088 |
| Avg Daily Profit (%) | 0.2723 | 0.1989 | 0.0734 | 0.162 | 0.1487 | 0.1138 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89405 | -64231 | -112640 | -2912305 | -1682293 | -1710885 |
| Profit Factor | 1.7351 | 2.4539 | 1.3143 | 1.311 | 1.5425 | 1.151 |
| Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
| Winning Trades | 99 | 56 | 43 | 99 | 56 | 43 |
| Losing Trades | 81 | 34 | 47 | 81 | 34 | 47 |
| Profitability (%) | 55 | 62.2222 | 47.7778 | 55 | 62.2222 | 47.7778 |
| Ratio Avg Win / Avg Loss | 1.4196 | 1.4898 | 1.4366 | 1.0726 | 0.9365 | 1.2581 |
| Largest Winning Trade | 69637 | 69637 | 59885 | 1791272 | 993539 | 1791272 |
| Largest Losing Trade | -40168 | -21972 | -40168 | -968104 | -878740 | -968104 |
| Avg Bars in Trades | 26 | 17 | 35 | 26 | 17 | 35 |
| Avg Bars in Winners | 28 | 16 | 44 | 28 | 16 | 44 |
| Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
| Bars Traded | 4746 | 1563 | 3183 | 4746 | 1563 | 3183 |
| Profit Streak | 44.9915 | 119.4915 | 0 | 44.9915 | 119.4915 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 477286 | 502598 | -95888 | 370380 | 310494 | -96250 |
{
"trading_pair": "NEO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1549238400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758930462457,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 187,
"offset": 0,
"multiplier": 2.83965
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 246,
"offset": 0,
"std": 1.49213
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
680824.8315141522,
497218.3953003056,
183606.4362138467,
5625793.249941342,
4009684.4799563265,
1616108.7699850155
],
[
680.824832,
497.218395,
183.606436,
5625.79325,
4009.68448,
1616.10877
],
[
0.27233,
0.198887,
0.073443,
0.162034,
0.148748,
0.11377
],
[
10,
10,
10,
10,
10,
10
],
[
-89405,
-64231,
-112640,
-2912305,
-1682293,
-1710885
],
[
1.735088,
2.453851,
1.314297,
1.310984,
1.542519,
1.151046
],
[
180,
90,
90,
180,
90,
90
],
[
99,
56,
43,
99,
56,
43
],
[
81,
34,
47,
81,
34,
47
],
[
55,
62.222222,
47.777778,
55,
62.222222,
47.777778
],
[
1.419617,
1.489838,
1.436557,
1.072623,
0.936529,
1.258121
],
[
69637,
69637,
59885,
1791272,
993539,
1791272
],
[
-40168,
-21972,
-40168,
-968104,
-878740,
-968104
],
[
26,
17,
35,
26,
17,
35
],
[
28,
16,
44,
28,
16,
44
],
[
23,
19,
27,
23,
19,
27
],
[
4746,
1563,
3183,
4746,
1563,
3183
],
[
44.991464,
119.491464,
0,
44.991464,
119.491464,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477286,
502598,
-95888,
370380,
310494,
-96250
]
]
}
{
"trading_pair": "NEO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 2500,
"actual_first_datapoint_time": 1542758400000,
"first_datapoint_time": 1549238400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758930462457,
"expiration_time": 1765195200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 187,
"offset": 0,
"multiplier": 2.83965
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 246,
"offset": 0,
"std": 1.49213
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|